+3,653.2%
FIX vs ALL
+370.9%
+3,282.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.5% | +9.9% | +7.3% |
| 7D | -17.5% | -1.9% | -15.5% | -17.1% |
| 30D | -41.6% | +13.8% | -55.3% | -45.2% |
| 3M | -40.6% | -7.0% | -33.6% | -39.4% |
| 6M | -49.4% | +18.0% | -67.4% | -54.8% |
| YTD | +9.2% | +24.2% | -15.0% | -6.1% |
| 1Y | +6.5% | +31.2% | -24.7% | -11.5% |
| 3Y | +448.7% | +107.5% | +341.2% | +231.8% |
| 5Y | +948.7% | +144.8% | +803.9% | +437.1% |
| All | +3,653.2% | +370.9% | +3,282.3% | +1,258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling